On the level crossing of multi-dimensional delayed renewal processes

DOI10.1155/S1048953397000415MaRDI QIDQ1379922zbMATHFDO

Authors Jewgeni H. Dshalalow

Publication date 5 March 1998

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/47976

zbMATH Keywords

renewal processmarked point processfirst passage timefluctuations\(N\)-policy queuestermination indexfirst excess level\(D\)-policy queuesqueues with vacations

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Queues and service in operations research (90B22) Auctions, bargaining, bidding and selling, and other market models (91B26) Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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• Level crossings of an oscillating marked random walk
• On fluctuations of a multivariate random walk with some applications to stock options trading and hedging
• Discrete versus continuous operational calculus in antagonistic stochastic games
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• Fluctuations of Recurrent Processes and Their Applications to the Stock Market
• On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process
• Fluctuation analysis in parallel queues with hysteretic control
• Maintenance in single-server queues: a game-theoretic approach
• Random observations of marked Cox processes. Time insensitive functionals
• Second-order asymptotics in level crossing for differences of renewal processes
• Multilayers in a modulated stochastic game
• Random walk analysis of parallel queueing stations
• Hybrid queueing systems with hysteretic bilevel control policies
• On exit times of multivariate random walk with some applications to finance
• Time sensitive functionals of marked Cox processes
• On crossing times for multidimensional walks with skip-free components
• Fluctuation analysis in queues with several operational modes and priority customers
• On termination time processes
• Random Walk Analysis in Antagonistic Stochastic Games
• On a dual hybrid queueing system

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